Marco Ceglie, who performs as Monet Oliver dePlace in Billionaires for Bush, said he had suspected that the group was under surveillance by federal agents Ñ not necessarily police officers Ñ during weekly meetings in a downtown loft and at events around the country in the summer of 2004.

"It was a running joke that some of the new faces were 25- to 32-year-old males asking, ÔFirst name, last name?Õ " Mr. Ceglie said. "Some people didnÕt care; it bothered me and a couple of other leaders, but we didnÕt want to make a big stink because we didnÕt want to look paranoid. We applied to the F.B.I. under the Freedom of Information Act to see if thereÕs a file, but the answer came back that Ôwe cannot confirm or deny.Õ "